WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 433,941: 107,587 151,142 102,435 185,180 138,633 395,202 392,210: 38,739 41,731
Old : 426,096: 106,947 150,725 100,875 180,473 135,278 388,295 386,878: 37,801 39,218
Other: 7,845: 1,921 1,698 279 4,707 3,355 6,907 5,332: 938 2,513
: : :
: : Changes in Commitments from: June 16, 2015 :
: -6,370: -7,036 -1,291 -5,360 4,992 929 -7,404 -5,722: 1,034 -648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 34.8 23.6 42.7 31.9 91.1 90.4: 8.9 9.6
Old : 100.0: 25.1 35.4 23.7 42.4 31.7 91.1 90.8: 8.9 9.2
Other: 100.0: 24.5 21.6 3.6 60.0 42.8 88.0 68.0: 12.0 32.0
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 120 114 140 105 97 308 284:
Old : 375: 123 113 140 105 95 308 282:
Other: 83: 16 15 6 22 38 43 55:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 11.2 21.9 20.4 13.3 9.4 20.9 17.5
Old : 13.5 11.3 22.0 20.6 13.2 9.6 20.9 17.9
Other: 43.7 31.6 63.1 44.3 43.7 30.7 62.8 42.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 171,911: 48,091 65,136 25,841 78,932 58,323 152,864 149,300: 19,047 22,611
Old : 165,980: 47,353 64,486 24,312 75,448 55,917 147,113 144,715: 18,867 21,265
Other: 5,931: 2,011 1,923 256 3,484 2,406 5,751 4,585: 180 1,346
: : :
: : Changes in Commitments from: June 16, 2015 :
: 9,392: 3,591 9,289 -1,416 6,508 2,886 8,683 10,759: 709 -1,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 37.9 15.0 45.9 33.9 88.9 86.8: 11.1 13.2
Old : 100.0: 28.5 38.9 14.6 45.5 33.7 88.6 87.2: 11.4 12.8
Other: 100.0: 33.9 32.4 4.3 58.7 40.6 97.0 77.3: 3.0 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 40 65 55 68 63 137 162:
Old : 197: 43 64 54 68 63 136 161:
Other: 49: 1 17 5 13 19 19 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 19.4 26.3 30.3 13.9 12.4 22.2 21.4
Old : 17.2 20.1 26.6 31.4 14.4 13.4 22.9 22.7
Other: 76.3 32.1 89.7 47.5 76.3 31.9 88.2 45.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,427,005: 384,495 430,808 233,195 675,368 559,919 1,293,058 1,223,922: 133,947 203,083
Old : 720,351: 273,305 356,494 44,789 328,596 246,775 646,690 648,058: 73,661 72,293
Other: 706,654: 250,648 213,772 48,948 346,772 313,144 646,368 575,864: 60,286 130,790
: : :
: : Changes in Commitments from: June 16, 2015 :
: -29,355: -23,673 -42,738 1,974 -8,605 17,848 -30,304 -22,916: 949 -6,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 30.2 16.3 47.3 39.2 90.6 85.8: 9.4 14.2
Old : 100.0: 37.9 49.5 6.2 45.6 34.3 89.8 90.0: 10.2 10.0
Other: 100.0: 35.5 30.3 6.9 49.1 44.3 91.5 81.5: 8.5 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 705: 171 172 171 253 266 524 538:
Old : 615: 151 148 79 216 213 402 410:
Other: 590: 149 128 80 154 229 344 404:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 11.1 18.8 18.1 8.9 8.4 15.0 14.1
Old : 13.1 13.5 22.3 23.9 13.1 13.2 22.3 23.3
Other: 13.9 16.7 21.6 25.4 10.8 11.1 17.6 17.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,654: 1,269 1,294 140 5,530 5,542 6,939 6,976: 1,715 1,678
Old : 8,654: 1,269 1,294 140 5,530 5,542 6,939 6,976: 1,715 1,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -89: -89 203 -111 217 -59 17 33: -106 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 15.0 1.6 63.9 64.0 80.2 80.6: 19.8 19.4
Old : 100.0: 14.7 15.0 1.6 63.9 64.0 80.2 80.6: 19.8 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 10 5 20 13 28 25:
Old : 36: 5 10 5 20 13 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 46.9 57.3 66.7 32.9 30.9 44.2 48.8
Old : 39.7 46.9 57.3 66.7 32.9 30.9 44.2 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 701,538: 192,266 162,048 118,506 340,114 320,695 650,886 601,249: 50,652 100,289
Old : 173,354: 59,753 40,905 13,929 79,370 92,473 153,052 147,307: 20,302 26,047
Other: 528,184: 175,773 164,403 61,317 260,744 228,222 497,834 453,942: 30,350 74,242
: : :
: : Changes in Commitments from: June 16, 2015 :
: -36,011: -1,249 -51,379 -10,535 -27,152 30,100 -38,936 -31,814: 2,925 -4,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 23.1 16.9 48.5 45.7 92.8 85.7: 7.2 14.3
Old : 100.0: 34.5 23.6 8.0 45.8 53.3 88.3 85.0: 11.7 15.0
Other: 100.0: 33.3 31.1 11.6 49.4 43.2 94.3 85.9: 5.7 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 586: 149 193 186 159 196 437 466:
Old : 410: 128 96 75 114 128 276 268:
Other: 536: 124 189 127 118 174 332 412:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 13.3 18.3 21.9 8.2 11.7 14.6 17.2
Old : 14.7 20.0 24.5 29.0 13.1 18.4 21.5 26.5
Other: 13.3 14.0 23.0 22.2 11.0 13.2 20.2 21.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 400,965: 122,364 66,367 76,712 163,149 230,268 362,225 373,347: 38,740 27,618
Old : 138,342: 46,169 26,060 19,865 56,468 78,879 122,502 124,804: 15,840 13,538
Other: 262,623: 96,843 60,955 36,199 106,681 151,389 239,723 248,543: 22,900 14,080
: : :
: : Changes in Commitments from: June 16, 2015 :
: -15,567: -17,378 -532 1,135 1,264 -17,739 -14,979 -17,136: -588 1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 16.6 19.1 40.7 57.4 90.3 93.1: 9.7 6.9
Old : 100.0: 33.4 18.8 14.4 40.8 57.0 88.6 90.2: 11.4 9.8
Other: 100.0: 36.9 23.2 13.8 40.6 57.6 91.3 94.6: 8.7 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 101 74 122 85 69 261 226:
Old : 246: 89 51 75 67 57 184 165:
Other: 265: 79 93 78 59 52 196 168:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 29.7 17.2 37.6 9.7 26.2 16.7 33.0
Old : 17.3 26.8 26.7 36.8 13.9 26.7 22.8 35.5
Other: 14.9 33.6 24.9 43.0 14.8 31.5 24.7 39.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 484,453: 71,407 56,842 8,135 284,117 266,153 363,659 331,130: 120,794 153,323
Old : 484,453: 71,407 56,842 8,135 284,117 266,153 363,659 331,130: 120,794 153,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 573: -1,921 1,638 -3,526 12,040 323 6,593 -1,565: -6,020 2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.7 1.7 58.6 54.9 75.1 68.4: 24.9 31.6
Old : 100.0: 14.7 11.7 1.7 58.6 54.9 75.1 68.4: 24.9 31.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 32 26 15 52 69 92 102:
Old : 147: 32 26 15 52 69 92 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 14.1 37.7 23.2 24.4 13.4 34.3 21.0
Old : 26.5 14.1 37.7 23.2 24.4 13.4 34.3 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 597,597: 55,934 80,693 10,462 424,785 413,719 491,181 504,874: 106,416 92,723
Old : 597,597: 55,934 80,693 10,462 424,785 413,719 491,181 504,874: 106,416 92,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -12,656: 465 -810 2,799 -5,991 -8,544 -2,727 -6,555: -9,929 -6,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 13.5 1.8 71.1 69.2 82.2 84.5: 17.8 15.5
Old : 100.0: 9.4 13.5 1.8 71.1 69.2 82.2 84.5: 17.8 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 13 17 9 52 54 69 76:
Old : 99: 13 17 9 52 54 69 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 39.4 42.9 49.2 24.6 39.4 35.8 47.8
Old : 27.8 39.4 42.9 49.2 24.6 39.4 35.8 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 7,147: 2,823 163 1,537 2,383 5,231 6,743 6,931: 404 216
Old : 7,147: 2,823 163 1,537 2,383 5,231 6,743 6,931: 404 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1: -107 -285 197 -184 178 -94 90: 95 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 2.3 21.5 33.3 73.2 94.3 97.0: 5.7 3.0
Old : 100.0: 39.5 2.3 21.5 33.3 73.2 94.3 97.0: 5.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 14 3 6 14 17 31 25:
Old : 38: 14 3 6 14 17 31 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 60.1 68.9 75.0 37.3 47.3 51.5 57.2
Old : 47.7 60.1 68.9 75.0 37.3 47.3 51.5 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 411,909: 127,746 73,173 61,286 170,115 245,572 359,147 380,031: 52,762 31,878
Old : 154,773: 53,963 22,451 14,400 62,688 101,949 131,051 138,800: 23,722 15,973
Other: 257,136: 98,165 75,104 22,504 107,427 143,623 228,096 241,231: 29,040 15,905
: : :
: : Changes in Commitments from: June 16, 2015 :
: 10,969: 7,175 -6,067 2,194 -1,295 16,064 8,074 12,191: 2,895 -1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 17.8 14.9 41.3 59.6 87.2 92.3: 12.8 7.7
Old : 100.0: 34.9 14.5 9.3 40.5 65.9 84.7 89.7: 15.3 10.3
Other: 100.0: 38.2 29.2 8.8 41.8 55.9 88.7 93.8: 11.3 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 87 68 88 83 90 232 207:
Old : 227: 75 43 58 72 80 172 161:
Other: 250: 84 68 51 67 58 182 147:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 27.0 18.6 36.2 9.3 20.0 14.6 28.2
Old : 16.2 23.6 27.2 34.1 14.7 21.3 24.6 28.4
Other: 14.1 30.3 21.0 40.4 10.8 23.0 17.5 33.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,610: 1,171 5,482 857 5,422 1,515 7,450 7,854: 2,160 1,756
Old : 2,278: 799 1,091 33 705 772 1,537 1,896: 741 382
Other: 7,332: 1,032 5,051 164 4,717 743 5,913 5,958: 1,419 1,374
: : :
: : Changes in Commitments from: June 16, 2015 :
: -1,491: 110 -55 -850 -535 -305 -1,275 -1,210: -216 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 57.0 8.9 56.4 15.8 77.5 81.7: 22.5 18.3
Old : 100.0: 35.1 47.9 1.4 30.9 33.9 67.5 83.2: 32.5 16.8
Other: 100.0: 14.1 68.9 2.2 64.3 10.1 80.6 81.3: 19.4 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 15 27 13 18 8 42 42:
Old : 36: 11 12 1 8 5 19 18:
Other: 57: 14 25 7 14 4 32 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 31.6 52.2 45.9 43.4 30.6 50.5 43.6
Old : 33.0 45.1 50.3 66.2 33.0 45.1 50.3 66.2
Other: 52.9 40.5 61.8 54.8 52.9 40.5 61.8 54.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,203,020: 395,994 283,906 29,576 660,041 748,526 1,085,611 1,062,008: 117,409 141,012
Old : 1,203,020: 395,994 283,906 29,576 660,041 748,526 1,085,611 1,062,008: 117,409 141,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -3,030: -1,648 16,988 3,828 -16,352 -17,030 -14,172 3,786: 11,142 -6,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 23.6 2.5 54.9 62.2 90.2 88.3: 9.8 11.7
Old : 100.0: 32.9 23.6 2.5 54.9 62.2 90.2 88.3: 9.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 52 60 25 91 128 155 201:
Old : 276: 52 60 25 91 128 155 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 20.8 34.5 29.9 20.9 20.8 32.5 29.6
Old : 21.4 20.8 34.5 29.9 20.9 20.8 32.5 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,718,883: 420,451 467,187 78,761 1,952,571 1,729,068 2,451,783 2,275,016: 267,100 443,867
Old : 2,718,883: 420,451 467,187 78,761 1,952,571 1,729,068 2,451,783 2,275,016: 267,100 443,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 48,882: 37,102 -12,611 1,162 19,774 49,776 58,038 38,327: -9,156 10,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 17.2 2.9 71.8 63.6 90.2 83.7: 9.8 16.3
Old : 100.0: 15.5 17.2 2.9 71.8 63.6 90.2 83.7: 9.8 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 67 103 46 146 161 239 284:
Old : 387: 67 103 46 146 161 239 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 17.8 48.1 26.7 36.5 15.7 43.0 23.1
Old : 38.9 17.8 48.1 26.7 36.5 15.7 43.0 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,104,953: 342,728 393,869 71,239 1,447,902 1,273,037 1,861,869 1,738,145: 243,084 366,808
Old : 2,104,953: 342,728 393,869 71,239 1,447,902 1,273,037 1,861,869 1,738,145: 243,084 366,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 13,613: 6,330 16,923 808 -12,022 -7,005 -4,884 10,726: 18,497 2,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 18.7 3.4 68.8 60.5 88.5 82.6: 11.5 17.4
Old : 100.0: 16.3 18.7 3.4 68.8 60.5 88.5 82.6: 11.5 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 41 62 29 101 129 161 201:
Old : 269: 41 62 29 101 129 161 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 15.0 41.4 24.2 24.6 13.1 33.6 20.7
Old : 27.6 15.0 41.4 24.2 24.6 13.1 33.6 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 871,840: 25,418 185,454 157,213 669,912 470,761 852,543 813,428: 19,297 58,412
Old : 871,840: 25,418 185,454 157,213 669,912 470,761 852,543 813,428: 19,297 58,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 3,220: -2,805 9,409 710 8,654 -7,784 6,559 2,335: -3,339 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 21.3 18.0 76.8 54.0 97.8 93.3: 2.2 6.7
Old : 100.0: 2.9 21.3 18.0 76.8 54.0 97.8 93.3: 2.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 15 46 34 56 66 93 128:
Old : 135: 15 46 34 56 66 93 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 15.6 60.2 26.1 37.9 13.4 44.9 19.7
Old : 48.1 15.6 60.2 26.1 37.9 13.4 44.9 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 53,299: 17,431 5,407 920 28,044 41,417 46,395 47,743: 6,904 5,556
Old : 53,299: 17,431 5,407 920 28,044 41,417 46,395 47,743: 6,904 5,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -2,018: 4,796 -1,252 -608 -5,239 489 -1,051 -1,371: -967 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 10.1 1.7 52.6 77.7 87.0 89.6: 13.0 10.4
Old : 100.0: 32.7 10.1 1.7 52.6 77.7 87.0 89.6: 13.0 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 28 17 2 27 27 55 46:
Old : 93: 28 17 2 27 27 55 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 44.3 44.6 63.3 31.3 44.1 43.7 63.1
Old : 31.3 44.3 44.6 63.3 31.3 44.1 43.7 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 106,597: 34,861 10,813 1,840 56,088 82,833 92,789 95,486: 13,808 11,111
Old : 106,597: 34,861 10,813 1,840 56,088 82,833 92,789 95,486: 13,808 11,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -4,035: 9,592 -2,504 -1,216 -10,477 978 -2,101 -2,742: -1,934 -1,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 10.1 1.7 52.6 77.7 87.0 89.6: 13.0 10.4
Old : 100.0: 32.7 10.1 1.7 52.6 77.7 87.0 89.6: 13.0 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 28 17 2 27 27 55 46:
Old : 93: 28 17 2 27 27 55 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 44.3 44.6 63.3 31.3 44.1 43.7 63.1
Old : 31.3 44.3 44.6 63.3 31.3 44.1 43.7 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 17,182: 14,108 15,731 741 2,125 678 16,974 17,150: 208 32
Old : 17,182: 14,108 15,731 741 2,125 678 16,974 17,150: 208 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -2,539: -1,292 -1,291 -1,248 -53 0 -2,593 -2,539: 54 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 91.6 4.3 12.4 3.9 98.8 99.8: 1.2 0.2
Old : 100.0: 82.1 91.6 4.3 12.4 3.9 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 15 12 2 2 1 18 14:
Old : 29: 15 12 2 2 1 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 68.4 91.0 87.9 73.9 67.2 85.6 84.0
Old : 75.0 68.4 91.0 87.9 73.9 67.2 85.6 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 43,995: 35,909 21,812 21 7,996 22,098 43,926 43,931: 69 64
Old : 43,995: 35,909 21,812 21 7,996 22,098 43,926 43,931: 69 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,221: 918 81 0 283 1,162 1,201 1,243: 20 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 49.6 0.0 18.2 50.2 99.8 99.9: 0.2 0.1
Old : 100.0: 81.6 49.6 0.0 18.2 50.2 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 19 1 4 16 10 36:
Old : 45: 6 19 1 4 16 10 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.6 54.9 99.6 72.8 96.6 54.9 99.5 72.8
Old : 96.6 54.9 99.6 72.8 96.6 54.9 99.5 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 31,275: 27,796 11,647 129 3,291 19,382 31,216 31,158: 59 117
Old : 31,275: 27,796 11,647 129 3,291 19,382 31,216 31,158: 59 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,596: 963 881 97 531 606 1,591 1,584: 5 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 37.2 0.4 10.5 62.0 99.8 99.6: 0.2 0.4
Old : 100.0: 88.9 37.2 0.4 10.5 62.0 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 11 3 1 11 11 25:
Old : 33: 10 11 3 1 11 11 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.9 70.6 99.5 84.4 97.7 70.6 99.1 84.4
Old : 97.9 70.6 99.5 84.4 97.7 70.6 99.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2015